ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC |
scientific article |
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ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (English)
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6 July 2005
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Fractional Brownian motion
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arbitrage
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stochastic volatility
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stochastic integration
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fractal market models
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